-LRB- CNN -RRB- -- Thousands of women demonstrated Monday in front of Yemen 's foreign ministry in the capital , Sanaa , demanding U.N. intervention in the ongoing unrest in the Persian Gulf nation , residents and eyewitnesses said .

The protest comes a day after the first woman was killed in a demonstration against the government , according to opposition activists .

The women called for sanctions against President Ali Abdullah Saleh and asked that he be tried by the International Criminal Court .

They also alleged that snipers were on the rooftop of the foreign ministry Sunday .

The protests came hours after gunfire and loud explosions reverberated throughout the capital early Monday .

Medics in Change Square said at least four people were killed and another 26 injured after government forces raided parts of the capital . Another eight people died and 20 were injured in government raids on civilian property , said Abdulqawi al-Qaisi , a prominent opposition leader and head of the Sadeq Ahmar media office .

`` The death toll is expected to rise as a number of the injured are in critical condition , '' he said .

According to eyewitnesses , government security forces clashed with tribesmen loyal to Hashid tribal leader Sadeq Al-Ahmar in the Hasabah neighborhood in northern Sanaa . Government forces attacked the tribal leader 's family residences , al-Qaisi said .

`` The government attacks against innocent civilians and the Ahmar family continued for hours and hundreds of explosions were heard throughout the morning , causing fear throughout the capital , '' he said .

Residents and witnesses also reported that the Republican Guard was bombarding the headquarters of the 1st Armored Division , loyal to Maj. Gen. Ali Mohsen Al-Ahmar , who withdrew his support for Saleh in March .

The embattled Saleh said Sunday that `` strong documentation of the cooperation '' between al Qaeda and the Muslim Brotherhood indicate a military coup that is destabilizing the country . He described the opposition as `` insane people , who ca n't sleep and only want to take power . ''

`` The international community must stop Saleh from killing his own people , '' al-Qaisi said Monday . `` If no intervention takes place , he will continue killing and the casualties will rise . ''

On Sunday night , three people died in Sanaa when a rocket-propelled grenade hit bystanders , medics said .

Earlier Sunday , Yemeni security forces opened fired on demonstrators gathering for a planned march in the capital , killing five people and injuring 54 others , according to a medic on the scene .

In a separate demonstration in the city of Taiz , a government sniper killed a woman with a shot to the head , medics and eyewitnesses said .

Medics identified the woman as Aziza Othman Kaleb . Snipers also injured four others who were next to the woman in the march , the sources said .

Opposition activists said the slain woman was 20 and said she was the first female to be killed while marching against the government . CNN could not independently confirm that claim .

Activist Atiaf Alwazir called the shooting of a woman `` a sign that the government security forces will not really stop shooting , even if there are women . ''

`` Women may have been beaten , arrested at times -- but never directly shot at and this is a scary escalation , '' she said .

The crackdown in Sanaa was also bloody , doctors said .

`` The injured are entering the hospital by the minute . We need help . We call on people to donate blood for the injured , '' said Mohammed Al-Qubati , who works at a field hospital in Change Square .

Five of the wounded are in critical condition , he said from the square that has become the center of protests against Saleh .

Protesters carried signs with slogans including : `` Saleh kills and the world watches . Is this the justice the West preaches ? '' according to witnesses and activists .

Others carried flowers or signs that said : `` We are not armed , Do n't attack us with gunfire , '' witnesses said Sunday .

CNN has not independently confirmed the details of casualties in Sanaa or Taiz , and the government has not yet responded to requests for comment .

Saleh , meeting Sunday with Yemeni leaders , said members of the U.N. Security Council do n't understand the true picture in his country , the state news agency Saba reported .

He also said those who participate in `` heavily armed marches '' are killing soldiers . `` Are these peaceful acts ? '' he asked , according to the news agency .

Last week , tens of thousands of protesters gathered in Sanaa , marching , chanting and calling for the United Nations to come out with a firm resolution in support for change in the country .

For its part , the government said it is trying to come up with a solution to end the political stalemate .

`` The ruling party is serious on finding a solution to the political crisis from its roots to ensure they do n't erupt in the future , '' said Tareq Shami , spokesman for the General People 's Congress , the ruling party .

CNN senior State Department producer Elise Labott contributed to this report .

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NEW : At least 12 people are dead in Yemen , officials say

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Women protesters ask for sanctions against Yemeni President Ali Abdullah Saleh

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Heavy gunfire and explosions are reported in the capital of Yemen

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Protesters have been calling for Saleh to step down for months